Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
24.10.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 448'487 CHF | 150'496 CHF | 99.22% | 99.22% |
23.10.2024 | 0.69% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 431'930 CHF | 144'977 CHF | 99.22% | 99.22% |
22.10.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 417'732 CHF | 140'244 CHF | 95.48% | 95.48% |
21.10.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 477'701 CHF | 160'234 CHF | 99.21% | 99.21% |
18.10.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 483'023 CHF | 162'008 CHF | 99.21% | 99.21% |
17.10.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 469'946 CHF | 157'649 CHF | 91.14% | 91.14% |
16.10.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 554'565 CHF | 185'855 CHF | 87.41% | 87.41% |
15.10.2024 | 0.59% | 1.86 CHF | 1.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 507'775 CHF | 170'258 CHF | 99.20% | 99.20% |
14.10.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 504'507 CHF | 169'169 CHF | 99.23% | 99.23% |
11.10.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'548 CHF | 176'183 CHF | 99.23% | 99.23% |